I find this very interesting to talk about because Our Lady have been talking to us about this, and its importance. Sometimes when we are going to pray we don't concentrate very well, or we think about our problems and you know... so many things that we shouldn't be thinking, isn't it?...
So, the first thing to do, it's to understand that you are going to talk with God, Our Lady or any Heavenly Person like your Holy Guardian Angel, therefore, its something very important to be very respectful putting yourself in the Holy Presence of God...
Open your heart and pray like a child, fomenting the love-friendship that God wants to have with you... Don't ask for worldly things, ask for the Virtues for you to be beautiful in the eyes of God.
Pray the Holy Rosary meditating on the messages of Our Lady, also something that has been very helpful to me is to do fasting of bread and water... There is hope only if you want to change...